Piotr Kokoszka
Colorado State University
H-index: 47
North America-United States
Top articles of Piotr Kokoszka
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Estimation of the long-run variance of nonlinear time series with an application to change point analysis | arXiv preprint arXiv:2404.02643 | Vaidotas Characiejus Piotr Kokoszka Xiangdong Meng | 2024/4/3 |
Variable selection based testing for parameter changes in regression with autoregressive dependence | Journal of Business & Economic Statistics | Lajos Horváth Piotr Kokoszka Shanglin Lu | 2024/1/24 |
Statistical risk quantification of two-directional internet traffic flows | Statistics in Transition | Piotr Kokoszka Mengting Lin Haonan Wang Stephen Hayne | 2024 |
Detection of a structural break in intraday volatility pattern | arXiv preprint arXiv:2404.11813 | Piotr Kokoszka Tim Kutta Neda Mohammadi Haonan Wang Shixuan Wang | 2024/4/18 |
White noise testing for functional time series | Statistic Surveys | Mihyun Kim Piotr Kokoszka Gregory Rice | 2023 |
Detection and Localization of Faults in a Regional Power Grid: Faults in a Regional Power Grid | Austrian Journal of Statistics | Piotr Kokoszka Mantautas Rimkus Sanjay Sheshagiri Hosur Dongliang Duan Haonan Wang | 2023/7/19 |
Principal component analysis of infinite variance functional data | Journal of Multivariate Analysis | Piotr Kokoszka Rafał Kulik | 2023/1/1 |
Functional diffusion driven stochastic volatility model | arXiv preprint arXiv:2305.04112 | Piotr Kokoszka Neda Mohammadi Haonan Wang Shixuan Wang | 2023/5/6 |
Tempered functional time series | Journal of Time Series Analysis | Farzad Sabzikar Piotr Kokoszka | 2023/5 |
Toward statistical real-time power fault detection | Communications in Statistics: Case Studies, Data Analysis and Applications | Mantautas Rimkus Piotr Kokoszka Kumaraguru Prabakar Haonan Wang | 2023/4/3 |
Test of change point versus long‐range dependence in functional time series | Journal of Time Series Analysis | Changryong Baek Piotr Kokoszka Xiangdong Meng | 2023/9/20 |
Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations | Journal of Nonparametric Statistics | Mihyun Kim Piotr Kokoszka | 2023/1/2 |
Limit theorems for a higher order time dependent Markov chain model | Probability and Mathematical Statistics | Piotr Kokoszka Tim Kutta Deepak Singh Haonan Wang | 2023/7/19 |
Extremal dependence measure for functional data | Journal of Multivariate Analysis | Mihyun Kim Piotr Kokoszka | 2022/5/1 |
Modeling probability density functions as data objects | Econometrics and Statistics | Alexander Petersen Chao Zhang Piotr Kokoszka | 2022/1/1 |
Marginal Distance and Hilbert-Schmidt Covariances-Based Independence Tests for Multivariate Functional Data | Journal of Artificial Intelligence Research | Mirosław Krzyśko Łukasz Smaga Piotr Kokoszka | 2022/4/16 |
Wasserstein autoregressive models for density time series | Journal of Time Series Analysis | Chao Zhang Piotr Kokoszka Alexander Petersen | 2021/4/17 |
Testing normality of spatially indexed functional data | Canadian Journal of Statistics | Siegfried Hörmann Piotr Kokoszka Thomas Kuenzer | 2022/3 |
Inference in functional factor models with applications to yield curves | Journal of Time Series Analysis | Lajos Horváth Piotr Kokoszka Jeremy VanderDoes Shixuan Wang | 2022/11 |
Spatio–temporal Functional Data Analysis | Geostatistical Functional Data Analysis | Gregory Bopp John Ensley Piotr Kokoszka Matthew Reimherr | 2022/1/18 |
Co-Authors
